+20.0%
YUM vs TRI
-10.0%
+30.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -6.1% | -7.9% | +1.8% | -4.9% |
| 30D | -5.8% | -4.5% | -1.3% | -5.2% |
| 3M | -7.6% | +22.1% | -29.7% | -11.8% |
| 6M | -9.1% | -2.8% | -6.4% | -9.7% |
| YTD | -5.5% | -23.4% | +17.9% | +1.2% |
| 1Y | -3.7% | -41.5% | +37.8% | +13.5% |
| 3Y | +17.8% | -19.2% | +37.0% | +17.8% |
| All | +20.0% | -10.0% | +30.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling